Hello Anantha. There are sputter targets for the above materials from Kurt J. Lesker or American Elements. CdS can also be deposited by chemical bath deposition involving, among several other possible recipes, cadmium acetate dihydrate, thiourea and ammonia, over a heated magnetic stirrer up to a certain temperature. CdS and ZnS targets have to have their power ramped up slowly.
you can also do it more easily by using a pure metal target and adding some small amounts of H2S to your sputtering noble gas. In that case, the sulphur from the H2S will react with the sputtered metal atoms and form the desired sulphide phase. You will probably find more information in the internet, see e.g.